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A random variable or stochastic variable is a value that is subject to chance variation (i.e., randomness in a mathematical sense).

1 vote

Distribution of $x_4(x_1-x_3)+x_5(x_2-x_1)$ with iid $x_i \sim N(0,1)$

An almost exact expression could be derived using link between $\chi^{2}$, $\Gamma$ and symmetric $VG$ variance gamma distributions. Given very useful results above by @whuber, we can proceed first by …
Alper Hekimoglu's user avatar